+280.3%
WDAY vs PBF
+278.8%
+1.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | +0.6% |
| 7D | -5.3% | -4.0% | -1.3% | -4.9% |
| 30D | +1.5% | -18.0% | +19.5% | +3.4% |
| 3M | +5.5% | +0.9% | +4.5% | +4.7% |
| 6M | +57.4% | +65.7% | -8.3% | +47.1% |
| YTD | -11.0% | +161.9% | -172.9% | -21.8% |
| 1Y | -15.8% | +77.8% | -93.6% | -22.9% |
| 3Y | -16.9% | +74.9% | -91.8% | -26.1% |
| 5Y | -35.3% | +423.4% | -458.6% | -51.7% |
| 10Y | +131.0% | +255.2% | -124.1% | +56.5% |
| All | +280.3% | +278.8% | +1.4% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling